+661.1%
BX vs LEN
+108.0%
+553.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.5% |
| 7D | -5.6% | -4.8% | -0.8% | -3.5% |
| 30D | -12.2% | -6.6% | -5.7% | -9.5% |
| 3M | +7.4% | -15.7% | +23.1% | +15.3% |
| 6M | +22.2% | -16.6% | +38.8% | +31.3% |
| YTD | -14.0% | -21.3% | +7.3% | -5.7% |
| 1Y | -27.3% | -42.0% | +14.7% | -8.9% |
| 3Y | +24.5% | -27.9% | +52.5% | +36.9% |
| 5Y | +18.9% | -10.7% | +29.6% | +16.8% |
| All | +661.1% | +108.0% | +553.0% | +358.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling